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2012-10-30

有三道题目 求指教啊



1. [25pts.] Supposethat you have an algorithm, say Algorithm A, to generate random numbersfromthe standard normal distribution N (0, 1). Utilizing Algorithm A, please writea procedure,sayAlgorithm B, for generating random vectors from the bivariate normaldistribution N2(μ, Σ)with

  2. [25pts.] Pleaseimplement your Algorithm B with any software like R, Matlab, SPSS, etc.Generate a randomsample of size 100 by your Algorithm B (or the corresponding functionprovided by thesoftware in case you are not that confident with your Algorithm B) and then (a) Plot ascatterplot and identify possible outliers by visual inspection . (b) Test thefollowing null hypothesis at the 5% level of significance





  3. [50pts.]Generate a random sample of size 100 in the following manner: Step 1: Generate arandom vector x by your Algorithm B; Step 2: Return xwith probability 0.95 or x + 10ε with probability 0.05 where ε is a randomnoise from thebivariate standard normal distribution; Step 3: Repeat theabove steps till the desired sample is obtained. With this randomsample, please (a) Plot ascatterplot and identify possible outliers by visual inspection. (b) Conduct theunivariate examination of normality on the data using the method formulatedby Eq.(4-31) in thetextbook. (c) Test thefollowing null hypothesis at the 5% level of significance


三道题目没写全  如果大概会做这个题目 求加QQ啊 QQ:97099915 不甚感激 必有重谢


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2012-10-30 17:09:59
求翻译
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